Kate McKinnon Berthold was born and raised in Sea Cliff, New York.[1][9] She is the daughter of Laura Campbell, a parent educator, and Michael Thomas Berthold, an architect.[10][11][12] She has a younger sister, Emily.[1][12] Her father died when she was 18 years old.[1][11]

As a child, McKinnon played the piano, cello, and guitar. She graduated from North Shore High School in 2002[13] and from Columbia University in 2006 with a theater major, where she co-founded a comedy group, Tea Party, which focused on musical improv comedy.[1][2] She was also a member of Prangstgrüp, a similar student comedy group who set up and recorded elaborate college pranks.[14]

She began appearing as Hillary Clinton on the series leading up to the 2016 presidential election. The real Clinton appeared alongside her in a sketch during the show's season 41 premiere.[28] McKinnon has said that her impression of Hillary Clinton comes from a place of deep admiration, and that "I unequivocally want her to win" the 2016 US presidential election.[29] On the Saturday following the election she reprised her role as Hillary Clinton to open the show with a solo performance of "Hallelujah" by Leonard Cohen, whose death was announced two days before her performance.[30][31]

Olya Povlatsky, a Russian woman who appears on "Weekend Update", the SNL sketch, and voices her opinions on current events, comparing them to the outrageous struggles she faces in her village.

Sheila Sovage, a heavily intoxicated woman at a bar who meets and hooks up with a heavily intoxicated man, played by the host, at closing time.

Deenie, aka "Somebody's Mom", a middle-aged woman who appears on "Weekend Update" and attempts to recap soap operas she's been watching, but only knows the characters by self-applied nicknames, such as "Big Boobs" and "Mustache". She is always (actually) eating some foul concoction out of Tupperware, such as brussels sprouts and imitation crab, which generally both revolts and breaks up anchor Colin Jost.

Jodi Cork, one of the hosts of Women in the Workplace.

Barbara DeDrew, a lesbian volunteer at a cat shelter called Whiskers R We.

Mrs. Santini, an apartment dweller who writes passive-aggressive notes to her neighbors. Originally performed as Effie Villalopolus on Comedy Bang! Bang!.

Mrs. Rafferty, a middle-aged woman who recounts miraculous events that she experiences in an honest and realistic way, as opposed to the other participants in the sketch who describe the same event using flowery and vague language.

Les Dykawitz, a lesbian cop from the 1970s who works for Chicago PD along with her partner, Chubina Fatzarelli, played by Aidy Bryant.

Debette Goldry, a septuagenerian actress who appears in different round table panels.

Aside from SNL, she also co-created and co-stars in the web series Notary Publix with her sister Emily Lynne.[32][33] In addition to Aidy Bryant, who stars in the series, McKinnon's SNL co-stars Beck Bennett, Jay Pharoah and SNL writer Paula Pell all guest-starred in the six-episode first season of the web series.[32]

In 2015, she appeared in a number of commercials for the Ford Focus.[34]

McKinnon is gay.[36] She has a pet cat, Nino Positano,[29] whom she jokingly refers to as her son. She does not currently participate publicly on any social media platform, citing a fear that she will "misrepresent her true feelings".[37]